ADDITIONAL SYSTEM INFORMATION :
I'm currently using Java 8, but I have not found any equivalent in more recent versions of JavaFX either.

A DESCRIPTION OF THE PROBLEM :
In Swing, when a FocusEvent is received, you can find the other Component involved in this focus change by using the method FocusEvent.getOppositeComponent().
In particular, this method returns null when the focus was previously outside the JVM (or when the focus is now outside the JVM).
This is an interesting feature, as it allows to trigger certain events when the user returns in your application (e.g. do a refresh of current data from disk, pause/unpause the application, ...).

So I'd like to request that something similar is added to JavaFX.